Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 0.658162 0.743433 0.840164 0.959001 1.102424 1.271706 1.489319
2024-12-15 0.574270 0.683487 0.817043 0.995534 1.232862 1.545273 2.001515
2024-12-22 0.524832 0.650967 0.814830 1.049880 1.390234 1.886103 2.708242
2024-12-29 0.478183 0.612755 0.796284 1.075492 1.510769 2.206246 3.510547
2025-01-05 0.438991 0.577966 0.775417 1.091519 1.618104 2.535712 4.482673
2025-01-12 0.401618 0.540373 0.744174 1.084590 1.684912 2.815441 5.513198
2025-01-19 0.360571 0.492593 0.691122 1.033044 1.661967 2.918852 6.216789
2025-01-26 0.339955 0.472948 0.678680 1.046552 1.759916 3.299799 7.903041
2025-02-02 0.322576 0.456290 0.668611 1.061892 1.864401 3.735866 10.170599
2025-02-09 0.302634 0.433632 0.645929 1.050337 1.910451 4.051063 12.399416
2025-02-16 0.288222 0.418504 0.634162 1.057275 1.998202 4.515865 15.928034
2025-02-23 0.267873 0.392036 0.600182 1.015907 1.966120 4.628046 17.983292
2025-03-02 0.248042 0.365645 0.565103 0.970129 1.920090 4.701428 20.166038
2025-03-09 0.239914 0.358288 0.563323 0.992482 2.048633 5.414926 28.594528
2025-03-16 0.235378 0.356594 0.571531 1.037114 2.248724 6.530801 46.137829
2025-03-23 0.227964 0.349281 0.568427 1.056413 2.386219 7.525527 71.397323
2025-03-30 0.220302 0.340946 0.562524 1.068429 2.507243 8.570443 113.721085
2025-04-06 0.211013 0.329050 0.548585 1.059536 2.562008 9.354250 170.964164
2025-04-13 0.198091 0.309818 0.518648 1.008391 2.467884 9.258917 196.049570
2025-04-20 0.192522 0.303745 0.514692 1.020699 2.590622 10.578911 381.768738
2025-04-27 0.187515 0.298384 0.511705 1.035048 2.726580 12.192432 936.516183
2025-05-04 0.180504 0.288859 0.499349 1.023617 2.766225 13.200932 2132.386686
2025-05-11 0.175532 0.282911 0.494043 1.030141 2.877788 14.996664 12071.756798